-43.3%
HIMS vs USFD
+32.2%
-75.4%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.6% | +1.6% |
| 7D | -0.9% | -3.3% | +2.4% | -1.3% |
| 30D | -10.8% | -5.3% | -5.5% | -11.3% |
| 3M | +3.7% | +18.8% | -15.1% | +2.7% |
| 6M | +79.0% | +14.3% | +64.7% | +79.2% |
| YTD | -13.2% | +36.9% | -50.1% | -22.3% |
| 1Y | -43.3% | +31.7% | -75.0% | -48.0% |
| All | -43.3% | +32.2% | -75.4% | -48.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded USFD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling